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Fast singular value thresholding without singular value decomposition

  • Cai J
  • Osher S
Methods and Applications of Analysis (2013) 20(4) 335-352
DOI: 10.4310/maa.2013.v20.n4.a2
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Abstract

... literature. Conventional approaches for first find the singular value decomposition SVD of and then shrink the singular values. However ... unpredictable. In this paper, we propose a fast algorithm for directly computing without using SVDs. ...

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Cai, J.-F., & Osher, S. (2013). Fast singular value thresholding without singular value decomposition. Methods and Applications of Analysis, 20(4), 335–352. https://doi.org/10.4310/maa.2013.v20.n4.a2

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